Stock market volatility transmission in Malaysia: Islamic versus conventional stock market
This study attempts to explore the extent to which the conditional volatilities of both conventional and Islamic stock markets in Malaysia are related to the conditional volatility of monetary policy variables.Among the monetary policy variables tested in the study are the narrow money supply (M1),...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
King Abdulaziz University
2007
|
| Subjects: | |
| Online Access: | http://repo.uum.edu.my/9270/1/5.pdf http://repo.uum.edu.my/9270/ http://iei.kau.edu.sa/Pages-VOL-20-02.aspx |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Universiti Utara Malaysia |
| Language: | English |